Zacytuj

Abid, A., Abid, F. & Kaffel, B. (2020). CDS-based implied probability of default estimation. The Journal of Risk Finance, 21(4), 399-422. Search in Google Scholar

Abiyev, R.H. (2014). Credit Rating Using Type-2 Fuzzy Neural Networks. Mathematical Problems in Engineering, 2014, 1-8. Search in Google Scholar

Adegbite, G. (2018). 2008 Global Financial Crisis-Ten Years After; Is Another Crisis ‘Resonating’? SSRN Electronic Journal, 1-11. Search in Google Scholar

Agarwal, V. & Taffler, R. (2008). Comparing the performance of market-based and accounting-based bankruptcy prediction models. Journal of Banking and Finance, 32(8), 1541-1551. Search in Google Scholar

Ali, S. & Javid, A. (2015). Relationship between credit rating, capital structure and earning management behaviour: Evidence from Pakistani listed firms. PIDE Working Papers, 1(121), 1-44. Search in Google Scholar

Allen, D.E., Powell, R. & Singh, A. (2006). A dynamic credit ratings model. Journal of Risk Model Validation, 10(1), 59-80. Search in Google Scholar

Anderegg, W.R., Callaway, E.S., Boykoff, M.T., Yohe, G. & Root, T.Y.L. (2014). Awareness of both type 1 and 2 errors in climate science and assessment. Bulletin of the American Meteorological Society, 95(9), 1445-1451. Search in Google Scholar

Angilella, S. & Mazzu, S. (2019). A credit risk model with an automatic override for innovative Small and Medium-sized Enterprises. Journal of the Operational Research Society, 70(10), 1784-1800. Search in Google Scholar

Balikcioglu, E. & Yilmaz, H. (2019). How Fiscal Policies Affect Credit Rates: Probit Analysis of Three Main Credit Rating Agencies’ Sovereign Credit Notes. Transylvanian Review of Administrative Sciences, 56, 5-22. Search in Google Scholar

Baofenga, S., Xuea, Z., Bi, W. & Yizhe, D. (2019). Credit rating and microfinance lending decisions based on loss given default (LGD). Finance Research Letters, 30, 124–129. Search in Google Scholar

Basil, A.N. & Elgammal, M.M. (2013). Innovation and Credit Ratings, does it matter? UK evidence. Applied Economics Letters, 20(5), 428-431. Search in Google Scholar

Berman, K. & Knight, J. (2009). Finance And Investing. Retrieved from Harvard Business Review: https://hbr.org/2009/07/when-is-debt-good (Accessed 16.12.2023). Search in Google Scholar

Bhattacharya, S. & Sharma, D. (2019). Do environment, social and governance performance impact credit ratings: a study from India. International Journal of Ethics and Systems, 35(3), 466-484. Search in Google Scholar

Black, F. & Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy, 81(3), 637-659. Search in Google Scholar

Brocardo, M.L., Rolt, C.R., Dias, J.D., Custodio, R.F. & Traore, I. (2017). Privacy information in a positive credit system. International Journal of Grid and Utility Computing, 8(1), 61-69. Search in Google Scholar

Brown, I. & Mues, C. (2012). An experimental comparison of classification algorithms for imbalanced credit scoring data sets. Expert Systems with Applications, 39(3), 3446-3453. Search in Google Scholar

Brownlee, J. (2013). What is a Confusion Matrix in Machine Learning. Retrieved from Machine Learning Mastery: https://machinelearningmastery.com/confusion-matrix-machine-learning/ (Accessed 16.12.2023). Search in Google Scholar

Camanho, N., Deb, P. & Liu, Z. (2022). Credit rating and competition. International Journal of Finance & Economics, 27(3), 2873-2897. Search in Google Scholar

CARE. (2021). CARE’s Default and Transition Study. CARE, Switzerland. Search in Google Scholar

Chandera, Y. & Setia-Atmaja, L. (2020). Lending relationships, credit ratings and bank loan spreads: evidence from Indonesian listed companies. International Journal of Managerial Finance, 16(4), 455-479. Search in Google Scholar

Chen, C.C. & Li, S.T. (2014). Credit rating with a monotonicity-constrained support vector machine model. Expert Systems with Applications, 41(16), 7235-7247. Search in Google Scholar

Chen, M.C. & Chang, C.W. (2022). The effect of the accounting expertise of chief financial officers on corporate credit ratings. Asia-Pacific Journal of Accounting & Economics, 29(2), 451-471. Search in Google Scholar

Chikoore, R., Kogeda, O. & Ojo, S. (2020). Recent Approaches to Drift Effects in Credit Rating Models. (pp. 237-253). Springer. Search in Google Scholar

Czarnitzki, D. & Kraft, K. (2004). Innovation indicators and corporate credit ratings: evidence from German firms. Economics Letters, 82(3), 377-384. Search in Google Scholar

Darren, K. (2006). Credit Ratings and Capital Structure. The Journal of Finance, 61(3), 1035-1072. Search in Google Scholar

Dror, P. (2022). Corporate risk-taking with long-term, short-term and subordinate credit ratings. International Journal of Managerial Finance, 18(2), 398-423. Search in Google Scholar

Du, Y. (2018). Enterprise credit rating based on genetic neural network. In MATEC Web of Conferences (Vol. 227, p. 02011). EDP Sciences, Les Ulis. Search in Google Scholar

Edmund, A.D., Powell, R. & Singh, A.K. (2013). A dynamic credit ratings model. 20th International Congress on Modelling and Simulation, MODSIM (pp. 1291-1297). Elsevier, Australia. Search in Google Scholar

Egbe, I.S., Onuora, U.R., Iteh, A.A. & Onyeanu, E.O. (2021). Effect of Economic Variables on the Financial Performance of Listed Firms Manufacturing Consumers Goods in Nigeria. Universal Journal of Accounting and Finance, 9(6), 1235-1246. Search in Google Scholar

Guanzhi, L., Yang, X., Jun, W. & Tao, Y. (2018). A Theoretical Credit Reporting System based on Big Data Concept: A Case study of Humen Textile Garment Enterprises. (pp. 22-26). ICBDE, New York. Search in Google Scholar

Chi, G. & Zhang, Z. (2017). Multi criteria credit rating model for small enterprise using a nonparametric method. Sustainability, 9(10), 1834. Search in Google Scholar

Gupta, R. (2023). Financial determinants of corporate credit ratings: An Indian evidence. International Journal of Finance & Economics, 28(2), 1622-1637. Search in Google Scholar

Habachi, M. & Benbachir, S. (2019). Combination of linear discriminant analysis and expert opinion for the construction of credit rating models: The case of SMEs. Cogent Business & Management, 6(1), 1685926. Search in Google Scholar

Hardjo, K. (2023). Corporate risk-taking after changes in credit rating. International Journal of Managerial Finance, 19(1), 48-62. Search in Google Scholar

Hu, Q. & Davis, C. (2006). Accurate automatic quantification of taxa-specific plankton abundance using dual classification with correction. Marine Ecology Progress Series, 306, 51-61. Search in Google Scholar

Huang, X., Liu, X. & Ren, Y. (2018). Enterprise credit risk evaluation based on neural network algorithm. Cognitive Systems Research, 52, 317-324. Search in Google Scholar

Huang, Z., Chen, H., Hsu, C., Chen, W. & Wu, S. (2004). Credit rating analysis with support vector machines and neural networks:a market comparative study. Decision Support Systems, 37(4), 543–558. Search in Google Scholar

Hung, K., Cheng, H. W., Chen, S.S. & Huang, Y.C. (2013). Factors that affect credit rating: An application of ordered probit models. Journal of Economic Forecasting, 16, 94-108. Search in Google Scholar

IMF. (2022). IMF Global Debt Database. International Monetary Fund, Washington. Search in Google Scholar

Judge, A. (2022). Do Credit Ratings Determine Capital Structure? International Journal of the Economics of Business, 29(1), 89-118. Search in Google Scholar

Krystyniak, K. & Staneva, V. (2023). Is this rating worth it? The benefits of credit ratings in the dynamic tradeoff model. International Journal of Managerial Finance, 19(5), 1147-1177. Search in Google Scholar

Khandelwal, V. & Modi, S. (2021). India’s NPA Situation with an Emphasis on Public and Private Banks. http://dx.doi.org/10.2139/ssrn.3857444. Search in Google Scholar

Kisgen, D.J. (2006). Credit Ratings and Capital Structure. The Journal of Finance, 61(3), 1035-1072. Search in Google Scholar

Kraus, S., Breier, M. & Dasi-Rodriguez, S. (2020). The art of crafting a systematic literature review in entrepreneurship research. International Entrepreneurship and Management Journal, 16, 1023–1042. Search in Google Scholar

Lee, S.H. (1993). Are the credit ratings assigned by bankers based on the willingness of LDC borrowers to repay? Journal of Development Economics, 40(2), 349-359. Search in Google Scholar

Li, B., Li, H. & Gong, M. (2019). Establishment of a Mathematical Model for Enterprise Credit Risk Recognition and Rating Based on Hybrid Learning Algorithms. IOP Conference Series: Materials Science and Engineering, 563, p. 52036. Search in Google Scholar

Li, B., Li, H. & Gong, M. (2019). Establishment of a Mathematical Model for Enterprise Credit Risk Recognition and Rating Based on Hybrid Learning Algorithms. IOP Publishing, Bristol. Search in Google Scholar

McCue, M.J., Renn, S.C. & Pillari, G.D. (1990). Factors affecting credit rating downgrades of hospital revenue bonds. Inquiry, 27(3), 242-254. Search in Google Scholar

Merton, R.C. (1974). On the pricing of corporate debt: the risk structure of interest rates. Journal of Finance, 29(2), 449-470. Search in Google Scholar

Metin, I. & Tepe, G. (2021). Gravity model: A bibliometric analysis and detailed overview. International Journal of Business and Society, 22(1), 365-381. Search in Google Scholar

Murphy, A. (2008). An Analysis of the Financial Crisis of 2008: Causes and Solutions. SSRN Electronic Journal, 1-28. Search in Google Scholar

Orlova, S., Harper, J. & Sun, L. (2020). Determinants of capital structure complexity. Journal of Economics and Business, 110, 1-16. Search in Google Scholar

Pasricha, P., Selvamuthu, D. & Arunachalam, V. (2017). Markov regenerative credit rating model. The Journal of Risk Finance, 18(3), 311-325. Search in Google Scholar

Peng, H. (2021). Research on credit evaluation of financial enterprises based on the genetic backpropagation neural network. Scientific Programming, 2021, 1-8. Search in Google Scholar

Pervaiz, K., Virglerova, Z., Khan, M., Akbar, U. & Popp, J. (2021). Sovereign credit ratings and asian financial markets. E&M Economics and Management, 24(1), 165-181. Search in Google Scholar

Raghunathan, V. & Varma, J. (1992). CRISIL Ratings: when does AAA means B? Vikalpa, 17(2), 35-42. Search in Google Scholar

Reddy, Y. V. (2000). Credit Rating: Changing Perspectives. RBI Bulletin, 54(5), 1-15. Search in Google Scholar

S&P. (2022). Global Bank Country-By-Country Outlook 2023 - Greater Divergence Ahead. S&P Global, New York. Search in Google Scholar

Sanusi, N.A., Moosin, A.F. & Kusairi, S. (2020). Neural Network Analysis in Forecasting the Malaysian GDP. The Journal of Asian Finance, Economics and Business, 7(12), 109-114. Search in Google Scholar

Sheela, K.G. & Deepa, S.N. (2013). Review on Methods to Fix Number of Hidden Neurons in Neural Networks. Mathematical Problems in Engineering, 2013, 1-11. Search in Google Scholar

Souza, P.V., Araujo, V.S., Guimaraes, A.J., Araujo, V.J. & Rezende, T.S. (2018). Method of pruning the hidden layer of the extreme learning machine based on correlation coefficient. IEEE Latin American Conference on Computational Intelligence LA-CCI (pp. 1-7). IEEE, Guadalajara- Jalisco. Search in Google Scholar

Sridhar, N. (2008). Models for predicting corrosion. In: N. Sridhar, & L. Yang (Ed.), Techniques for Corrosion Monitoring (pp. 499-538). Woodhead Publishing, Sawston. Search in Google Scholar

Tahmoorespour, R., Ariff, M., Abdul Karim, Y.F., Lee, K.T. & Anthony, S.D. (2023). A multi-country study of factors and threshold values affecting sovereign debt-taking behavior. International Journal of Managerial Finance, 19(3), 645-669. Search in Google Scholar

Tanja, V., Riaan, D.J. & Simon, G. (2019). A motivation for banks in emerging economies to adapt agency ratings when assessing corporate credit. South African Journal of Economic and Management Sciences, 22(1), 1-11. Search in Google Scholar

Thomas, L.C. (2000). A survey of credit and behavioural scoring:forecasting financial risk of lending to consumers. International Journal of Forecasting, 16(2), 149-172. Search in Google Scholar

Totsch, N. & Hoffmann, D. (2021). Classifier uncertainty: evidence, potential impact, and probabilistic treatment. PeerJ Computer Science, 7(398), 1-15. Search in Google Scholar

Uzir, M.U., Halbusi, H.A., Lim, R., Jerin, I., Hamid, A.B., Ramayah, T. & Haque, A. (2021). Applied Artificial Intelligence and user satisfaction: Smartwatch usage for healthcare in Bangladesh during COVID-19. Technology in Society, 67, 1-15. Search in Google Scholar

Vashakmadze, T., Martirosyan, E. & Sergeeva, A. (2017). Shareholder Dilemma: What Stake to Offer to Financial Investors? Proposals Based on Financial Principles. GLOBAL AND NATIONAL BUSINESS THEORIES AND PRACTICE: BRIDGING THE PAST WITH THE FUTURE (pp. 1824-1832). Euromed Press, Rome. Search in Google Scholar

Wu, H.C. & Wu, Y.T. (2016). Evaluating credit rating prediction by using the KMV model and random forest. Kybernetes -The International Journal of Cybernetics, Systems and Management Sciences, 45(10), 1637-1651. Search in Google Scholar

Wu, J., Zhang, Z. & Zhou, S. X. (2022). Credit rating prediction through supply chains: A machine learning approach. Production and Operations Management, 31(4), 1613-1629. Search in Google Scholar

Yan, B., Yao, H.P., Nakamura, M., Li, Z. F. & Wang, D. (2020). A case study for software quality evaluation based on SCT model with BP neural network. IEEE Access, 8, 56403-56414. Search in Google Scholar

Yazdi, A.K., Hanne, T., Wang, Y.J. & Wee, H.M. (2019). A Credit Rating Model in a Fuzzy Inference System Environment. Algorithms, 12(139), 1-15. Search in Google Scholar

Yoshino, N. & Taghizadeh-Hesary, F. (2015). Analysis of Credit Ratings for Small and Medium-Sized Enterprises: Evidence from Asia. Asian Development Review, 32(2), 18-37. Search in Google Scholar

Youjun, L.I. & Liu, H. (2010). Credit evaluation for real estate development enterprise based on BP neural network system. International Institute of Statistics and Management Engineering Symposium. Northeast Petroleum University, Qinhuangdao City. Search in Google Scholar

Yung, P. & Yip, B. (2010). Construction quality in China during transition: A review of literature and empirical examination. International Journal of Project Management, 28(1), 79-91. Search in Google Scholar

Zeng, G. (2020). On the confusion matrix in credit scoring and its analytical properties. Communications in Statistics - Theory and Methods, 49(9), 2080-2093. Search in Google Scholar

Zhang, Y. & Chi, G. (2018, May 14). A credit rating model based on a customer number bell-shaped distribution. Management Decision, 56(5), 987-1007. Search in Google Scholar

Li, Z. & Guo, L. (2021). Credit Rating Model of Small Enterprises Based on Optimal Discriminant Ability and Its Empirical Study. Complexity, 2021, 1-12. Search in Google Scholar

eISSN:
2719-3454
Język:
Angielski